EESI0 - Probability Fpundakiow Cowuse vonlint : Onde , Combinal@rics , Discwk RV, Continupus Rv, Nubliple RVs, Jour Oy, Lua Lbs , Onbe le Matintis , Ktecdustic PROCS, Buuteing 607 Random Exponent : -pulvem an we knew (apriri) ~ ALE GH OR possible outuones are knpon > - Sample Apaee = Aob of abl porsible Clenaanbarrgy oto whe oubconn -> Amallest Povi ble ain U oxbeme , a0 kneum ad Jourple points (us) DL (Sample space) > universal seb (SL fu9. 054} » Josying a con + LH, T Rowing a dice ° £1,2,3.4,5, oF - Eusnl > oubeoue oy inldusl (a Subs 4 Jd) *- Guenb space collediarr of atk events dpuotid Loy F (Fasuily of event) F is ‘cloed “under fim le number ab Ab unaen, Quah 0 compliant, epeuatirunkce ap ere @ Event Apace F = -6€F + &fEeF 3-6€F 24 Eve €F Eg €€F “NEF (6 ¢EF) Whin thr cardifiens an webs T algeba oD o Fi Ca: Gin orsing SL = 8H TS F = LW Sith, int} EF] > @ abigera Rowing dice SL = §1,2,3,4,5,64 E.= Lothj = §1,3,5} Eat feumj = [2,4,6} SF = 1353, 12663, U345,63, 10) oT slgebva E, = foda} = 11,3,5} E.- Lé3} = Ua, 3} > F = £43.53, 12.3}, 123-4563, 03, fa, He}, $H5,64, LU335F -- + Nobo 4 Febabilily Pfuncken bal maps enenk space bp- Arak Line belwen OX) & > ent PIEN & ovo dnl hah © uid arcun.PI2) 1 (awk aunt) P(P) =O (impossible erent) DZ P(E) <1 Additivi roped P(AUB) = P(A) P(B) 4 if 4oB= ¢ a3|or Probably Ieaple + dawg space 2 = {1 wr wel Sample points (chementzrny out vous) $ Eun Subst dy LE Famil of Guente F = Even space e..B ER o Algebra - cher under Ex Ever) LL OF & Probability weasune , P(E) fv ECF Pastitom EL Lt» Er -- En} Form a padition = it theerg wrk woul tx chu sive En GO =p for tay > J bay aug ole ively exhaustive AVEr: VEn = SL VU Ej anes atts =D ! » Tos tou oY = Ff aAneN- aye - Y, eeren & (Angi) a A agj)= b Ei & Ej an mul exe > PAD = Seaae) Genvralind dk Max law (avB)° = aac Ay, Ar --- An, ane «als fe oe > P (04) = = P(A) - lanai) eft - ane xo" pC Ai) PCA} PCB) = pa) =S) S - So [rote S, - S + Sr Waquchley ip ‘Von IA Bovles Inequally - PfaaB) > t- PD) -P (BD PCAUBY -Pla) +P(B)- Plaqsy < ! ) -I SAF AN wereN 2 Ar. an\PLA TRIB)T! & rade) > 1-P(A) + A- PCB) 7 < PMANB) => [- P(4°) - PCB) = PCAaB) aaby ional F. . A O. Cuenke 4,B,0 OO; P(4 12) > P(A ain B Ses eccuud) P(AIB) rds) Pic tB> 0 P(AnB) = =o ['caB= gJ P(A IB) = _P(AQBY PCB) PlEverlB) = P(EIB)+PleIB) if Eoe-b P(4iB> = I- P(ASIB) P(AAB) - PIATB)- PB) PCAIB) = P(BIAD- P(A) /P(B) \ ! \ Bayes Themen P(4 |B)= Pl4iDRD = _P(BIAI) PCA: PCB) " Epeiad PLAi) alsContinuous Voted Randewn Vouiateles x & con fake inhi macuy values our any gave Aubseb, - P(X=2) =0 ty veulinuows RVs, Hrebalaliby Density Jundion w& depind . PDF = 4(x) P(xs KEx4Sx) = (2) Su Lyi BWR Prputies of PDF -4¥24(0 20 ~ ty a2b, Placx eb) = Ste) tx 7 tt (x) ax =| Cumulakive Dishibudia Jundun (CDF) = P(xex) & (x) = P(K Ex) = Pl-« 4200 = 2 OO AX ar ~ Pa enly PAE X Sb) = 2% ORK = he@an - LO an > F&(b) ~Fe (a) Pelt 1 b-0a~n Af KHL te) = le X Lo a ce Oo xX>b CDF =PyQ) =P(xéx) = Lead ax fom An EY, > meet Oo rea He oa A2£K ED 1 ‘ X>b ° xX ~U(a,b) = wetalion etx] = grFe (Od * Vax (x) = E bx) - Er [x] b = [ean = ba? oo ort =Nwow Olp-a) = a+b +ab 3 - 2 2 _ L Da = a&+b*t+ab (ate Ss = @+b +ab)+ +b*+4aab)3 = of+ p?-3 (b-aY k= Sab a Coefticcent 4 Vawiance , Cx = = bra x® Ex] “Zeer 2 &= Bton) | - Exponentiak Hitibuted Rv x paramota A “rx ~ exp(A) fed =) nem x20 «44 oO Ev) tne! Zz dato ans Frac eae =) =A D> &OD YU newalisaleleJor A, >A >As tw ae Lhe volun & se Bali bulie . Feo= SA OD RK = fa EM eu = -e". J = |- oe” > RO ? 0 x20 l-e™ x20 oO Ef = ds ae ky ea fet dn =f a7 Jem an] — eo HA =-\[(o- 0) + € * =H (@+)D -(-DIA ty Vor Cx] = Ele -E J wo EC) = far eben eA le hy un Len 8 vee 1Aer - Jan. ae -tife + ax fine "ae | = 2 A 2. a“ etd = LY av -@-loek Ord ye Pl (wef fice nt 4, Vauonte, Cx “Fy = - aly Mannuless prepay op dist bubion X ~ exp (A) x>S — andin p(x sstt|] x>s) =? day X=s49 > PCY >EI x >s) = PC xosb 3 x>s) = Plx> st) POC>s \ P(X >S> = Vt fs A using CDF flrs e'*) j 4 - f = etf 2 -P(yet= P(Y>4) Cosssyion Distubution Rv (Meunal) Keon (Myo *) Suppl +(- 005 w) it fla. vabeios ok wxtuicle paE >Dd §. 00 = = oP [2 =] Ctfek ¢ c a iG Tu SLED Cee © v'/peale valu, . U Cauwian teat a Ebd = Jrtecdan > je t=") Ax (a Lpaphicady, en Disbuileal og => varnameStandoud wermaized fy : of xX ~ (My o) Y= xe ~N (051) > fap = = @ ATT Standard Nearwad Table ie CDF of x~N(D densi as &, 00 cq: J, (1) = PX era)? PCx>tea =! Py (ra) Dp ta D TR Pla dxeb) = 6(b) -# (a) Ewer function fable (kefivad for x >0) ws = OW Wf = ek (KD) OO — rt OL) = + x > P(Xex)= F +erklx)P(x >x) = &- EOD p(x €-*) = & -ee(n) P(x >-x) = a +er€(Z) P(ixlex) = Rer£( P(Ixl >“) = \- det OO P(e-c SX S pte) & 441. P (R-ao Sm 2 ptacd = 44/0 ppt TPF tag mp > Gout PDF f X.4 Pow (Ly 3 P(Kex 4) ~ A Der lay) an oly =) - P(KEX £448, S41 Sy+dy) = Faw (a frdidy ~ Fry (ug =» Fxg (Oy) ax 2) - Poy Gag) -f f trop dx hg feta) = Lh lacu\ dyty (4) = Thy pac’ Conditional PDF la De Meives Laplace Thonn Bingnual RV — Nowak RV oq of Bowell buals — Puy of succes ~P iw 10000 tuals, 2 aL P(x = 30p0) = Oke, Pp LU-p) Foon hese np, Po » det Wp = Const - > P(x=k) = 2 (np)* kl Binomial — Pissen RV N00, p is 2 patle conrtbant $6 MP4 id iv He hd ot + Daca ria seeD > NlewnaadMeN Uy My 1) qo Diener = vou Bin (n,p) —N (ap, npq? ok , (nah, conditional pa? xXiG 3 fyy (4, ) Plxex 2xtdn, oS 12 ytd) = Frey OG, gaudy Fer Oy) = Plx ex, Yep lb 2 = a(x, 4) > Elz)’ = Ela Kw = {Lemp Fry Coy) dx by Conditioned joul plf dx Fry (x,y) = Pcs Xs xrdn, yo SY eye Pee vs yraty) > Hay (1549 = Fre (uy) Ap fey OGY) = | He aye r a ew fe (AMEN) = few (rg) Fu le) & lege ; 4 (49 = DT Aey Cyd AX - | Yow Qn4, (y) = ape Tet > Few Cul vey) 2 TS Typ eT Ay 2 ) z irae Ix [a- fap)" k! me -A -A, = A(apye gh- (apy e” Pa l9 Junctions X is a RV 4 = glx) 2 fg? OF AO | Fle) an quien Filg)= PUL) «eft en Tylp) dy = OO de ately) = f(g i 4 oy = Rvs. UV aa funtious ea goo) font pat, cht ve Ts Y) J Fuy (ary) =P(Ueu, VE) = He U le)duy Metpen Fy (19) dudv= Fry Cu ren ay vtorne x = luv) 4° Y (u,v)lz) uv > fyy (uy) = fey (flasv), ylsrv>) T= |apidu adiav duldu ayldv T > | agp /ax — dg Gny)/2¢ | how g/dx Ih boy) fy ) a} P Foy lar) = Fel Faw), Coo) LT tel 4 Camme disGubution Fe(a) =} ACM (An) 7 LDo rle) a, pe tare lad = Su em ox P(x) = + r(« +d Wun %=nEZ” > F(n) =(n-)! ala a ae aFroboalsr ity onwraking Juncliavs X—> RVs (um megabine walional roles >) PGF vs tn Z (romp df, the PMP SH OP (kek) =f >M,(2) - > R2* = ef2*] -R2%R 2 Go > |= ob 1 A* my (z) kl Ag Z=0 Ww Sn = Xt%t-- Xn > Me (2) = & [2J > Moe (2) = Mai (2) ip X18 au unde AMxi@)|- Zh ze] - ELx] dz |o, kb 2-1 Lmel2|- SB et) 2e*| = Faceval az Eso © a.) Monon Dot Menenkg ELx*] - Km moment EL(x-PXT - kM ankiol wronenkELKG-)-] - fadkeiel monwd q Xv eee RV Cp) > xx > Mx Te Sp zk = (-p)z°+ pz’ Mont Generoturg Guncki X is RV 6, (4) = E (ce) Jae, (x.) Rf We Sx oh BLLfio Foromolin estinntr when, we nad fo estinsatr Servs porowneltr 4, 0 probabil nrzaseus, we & valur- => Print estimation OF we come up with, aa iowa of possible ctimabis ntiwoh fae 7 Ee rey ta tt ined 33 4 Ponnuwolln Lis in te infimal > ronpiderres A pndion thak wtimabs a parameltr df an RV i» called oun ‘estinraler’. Ae valur iL es to cabd ‘estimate’ vl My = Mit%y +--- Xn — sample man estimaler nw Reo (RERRE rt menn gue a nw ae. Exstimaler —> lonsistinh , Biased , Amgyaplaticalty unbiowd- Estinnalis coun, foun a hem on ee no. “eqn Ri Ro --- Ry 12 Miah Yon Considine P(IRn- 41> €) =O Unbiawd + E [Ra] = Alagoa unbiaaea o> Ee] =» Mean quand aor => El(@n- 1] hauls Le Lovo ee ua txKamintg Ma Ma = Xt 4%e 4% vt Xi 4 Ae TLD EfJ-=-" , Entimake = peElu) = eb + Xe] = ERI >unbavd Vou [Ma] = Var [= + =| = Valk) n w AEP CUmn-MIZE) =? Applying Unebysbow inegquati P(ix-pl2 0) ‘= > P(IMn-Kkl 2E) & oo 0 in lb nom > cowrmslent ner CnMidir Xi, Xn 2 ID Bermoulli RVs wilt. paraunlin p ubb P(x=1) =p > P(X=O)=I-P General can be wiltin as P(X=x) = p” (py D> P( Kiem) Xa Be Rare) = p™ ( a * pe cp 4 {FY *G ee > > (Log 4) = Su log p + bn o£ bog iD ) “ue > To - far — neu =0 le Sx = #© Pp” I-p > Su“ = pn- pe > p> Ex = Ma y . Max likeli besd estindlr 12\\0 ‘ Coudidr Xi Xn ID Pawo RV with par A P(K=x) = C20" x1 > P(Kem-. Xnete) = CA. Erne —na Sy, mm! ny! = © Av uy! a\> Log (# (fF) = —nA + Zi kop A - > bogla! 01D) £ WA) = -t + 2% =0 >= 4) A ~ . Mox Ukeliboed etimaler Cousider Xy--- Xn —> ID Gowan RVS with pam pio® P(X=x) = (ee ) 202 Pl H X= Xn) = aay v(a 34-4) toa (Fa) = * tag ta = = E- )\z I o+ 1 S(t; — - za [2 Be: »)| =0 > pt = 3x ane nm a an. z ; =i we ) vik Me + a pe Ga Seas Hy v= [5 (ui-w —______ n WE X)-- Xn > ID Ru Mae Xe thn 2X va n os =k (Bemp, EfxJ =, val =o nasown) => x-K -Nnlo,) => E[Mn] =) Var CMa) = O°\4{10 Bases wlimaten Bayés Huse * A, {B,, 8... Ba} .P(AIBi) P(Bi\A) = P(ANB:) = P(AIs;> P(BiD P(A) = P(AlB;) P(Bi) J Poy & WREAVAR estimation. we ettirmae Ele] , = © can Le Gealid ar an RV Wet F(6) > pre 4 0 £(0| x=x.-. Xuan) = £(0, x, --- Mn) F(% Mn) = F(t... un19) P(e) ! F(a, --. xn 19) P(e) 2e > Xie+: Xu — > UD Bean lo) RV 95> Probroedei La ley 4 AXLE P(X=) = 8, Plxs0)=1-O@ > P(x)= p%(-0)* 4,(9) = Ple) = ib oes! > veri [0,1] S£(B les.) = _F (eH) ft ++. nlB) Ae[-%n Lu. xn led= Oey - B™" U-e> - 5 (- eee lb Su =x > F (01%) = _o* 1-8)" y"C- prac fe" - 20 = min! (nena) = ere 5) (nt)! HI (N-x)! EleJ= fo 6 (vy | G+! | ap : x1 (a9) : m+i>! (x41)! asi _ A+! alsryl — (n+2)1 n+ZD > Efpl - 241+! _, Bayesian imal n+oa may Xe Xe PUD N(R oc) Rvs ler the 1 UNH ponouelir to Le elinralid Lu eo wa N(e,07) Hote ta) = Ae ant) AUD feu. wm lod tkeBN? ©) popcorn fo se iabilily Har ‘ WE Xi Le tue indicodn qf 1 compan ina Austin: ney! romp is vookag oe wah O Syplim Mas mumba g KiS- ee K= |X -- x04 coy 2 8 6021 & X21 VG ape Ro > (x)= min {xi} = 1x; = sudan fenkior POR =I xpeI Py! Gh > (x)= mas $x} F 1-7 (I- xi) ' a4 HST 00 ments 2d monlare Xe) = (Kit Xr — Xyx2) (X3%q +X — Xs 4X5) \ ' (0) = AK (XiX4 Xi x2 XS, Xp KaXqs XaXs) W/s - t tte [es } Le wiiwinat pati sb wai vnad aot seh tL WaxRs pbk Lok componenh ib working I-Pod " + (P) Aik yy > x(P)=RR---P, = 48,22 parallel Ay > CP) = (=rF (t- Pp) W ao\i0 Biotic POS Daven pity 4 eu Inder; poramelin, tine Salk space o the RVs ——_——__ 5 ae pee Fe Z Z \ Continous Diesels Continuous Didcaoht Dizcoeki Time Markey aur Gamblers ruin, problem © (7 > +1 ™ WK 1 X ik an RV P(Xe= 5) =) P(x, = 6) = P & P(K=4) = Pw P(X 44,6) -0 “4! P(%s=6) =? => 20,2ak =» (2) P° (i-p)* P(K,= 3) = 2? > Q0, 42 > (8) pr li-p)* P(X = 31 x5 =6) =o P(X%=5(Xs=6.xX,=5)= Ip (qiuen Xs, we Linker By w Masukey Properly it Given fhe prewnl valur, part Alali are isvrebovant te predict Lhe pilin.pee tome Shouh vatation : P(Xo=T1K5=4) LA 7 aoe ai\io ombihion DTMC : nlnen2.} xXaRv nw — index, porowultr, Riscrelh Lins sep Mewes prepay P(Kun 21 Kan) Xen k=) + P(Xanti [Xm 27) OS ome Abep transition pay = Jo rab Joo Coppmane - Kolruogvov Shere (m+n) Fs POX ej met) = = P Aman =) 5 Xn =k | X20) = © Pl rmen=j Xn =Key Ke =2) P (Xm =k 1X. +i) pow (4) Bim) V a A. Cam be qeualixed an a mradix om ad PO pm | whee PL. wn sep transilion, PF" is tip amnitiom Am T° = In, 9 Tr] tach Pi + 02 Fel “ P 2 ([Ro Pm --- Rn ZF +1 for i= opm : fro Re e yow Aum = Fro Py Pan ‘ " * P so slechasbic maltixBtiody Mol. occupancy u T __, + 4 Wrath foucomt : sR PCsunny | vaing paw day) = 04 ] _ slor on P( « | a ) = 04 ~ Ri oa 06 P (raxwy | vouuy + ) + 06 a PC. J sumy * = 03 COL YD aol'0 Burweing Taso ‘4 “¢ 4(4) ! Arvival procs Sp |" AG) > BOL wundbu 4 urlomwn votre Mour arund in t Gwen - negative values Tht > Alt) >A) > Alte) -Alb) > we. Of arouvala in (61, tr) Ogre arte: P(Alta) - Alt’) en | A(t) -Ale) =n) =P (Alta) Ales) = n2) Oudepenctent, ncoenrent Precas) >? Ona Lint ting tae inliyvoh §& _,— & t4+§ 7 P(A or mone ene) = O(S) Aug punction PC enent) = AS +0($) pe, 22 =0 ad 6 P (0 euenm) = !-AS + 0(6) P(A(e= a) = © (avy | 0” Patamelin, D- tims Ww! | > ison AMoctautic processE[A(t)] = Ab > A= vate g anival CAG) | E20} > Poison Mathartic Pron (Discrete slate Continuous fine) > Dtnawivad tuur Ta > nA arrival Line beiween He Hy & wie awit Ltn, 5 > Sholourtic process (Goubinwonr ACL Ditruli Line) Piy%>s = easy = és of > Pes) = 1-6" T; => exponenfial RVs Pit the MIMI} Queue iu) | bro} — cTMe Numnaleta of castors in the 8 seysbom <> Ja . —— Utkles ao A= TTT) > ote ue Avice aly Ng = AW ep. distibutid A>anval vole P(N =) [Nyee) = Py Aorice al. \-46 me KS ASUS XE we * eae RAS =FUS R AS = Rus P: AS = PMs ipl (AYR = PR whe dak A K K hth ee = tree > RB =f DIR =e ~ Fe F P= (0 N= op na, of Uuimuns iw sas & aqiouw N= 5 iP(w=i) = Dif -5 zi FU -(r-pr Sie “Ore gre tose - qe -e -e ~ Pe) " = I YS 7. [> ° fn